-49.8%
FLUT vs CBOE
+202.6%
-252.4%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.8% | -2.8% | -1.1% |
| 7D | -0.7% | +6.3% | -7.0% | -1.1% |
| 30D | +9.3% | +24.9% | -15.7% | +8.0% |
| 3M | -17.5% | +28.5% | -45.9% | -18.6% |
| 6M | -14.6% | +2.9% | -17.5% | -15.5% |
| YTD | -62.3% | +50.7% | -112.9% | -63.4% |
| 1Y | -59.6% | +45.5% | -105.1% | -60.7% |
| 3Y | -45.3% | +116.3% | -161.6% | -50.6% |
| All | -49.8% | +202.6% | -252.4% | -62.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CBOE.
Daily Out/Under-Performance
Portfolio return minus CBOE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CBOE return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded CBOE wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling